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Comments on Prove $e^x \ge x+1 \\\; \forall x \in \mathbb{R}$ using induction

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Prove $e^x \ge x+1 \\\; \forall x \in \mathbb{R}$ using induction

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(How) can we prove $e^x \ge x+1 \; \forall x \in \mathbb{R}$ using induction (without using the derivative of $e^x$ at any stage)? Comments on my attempt are appreciated.

I stumbled across a very nice proof of $\frac{\mathrm{d}}{\mathrm{d}x}e^x = e^x$ that uses the identity $e^x \ge x+1$. Briefly,

\begin{align} e^x \ge x+1 & \implies e^{-x} \ge 1-x \\ & \implies e^x \le \frac{1}{1-x} \\ & \implies x+1 \le e^x \le \frac{1}{1-x} \\ & \implies x \le e^x - 1 \le \frac{1}{1-x} - 1 \\ & \implies x \le e^x - 1 \le \frac{x}{1-x} \\ & \implies 1 \le \frac{e^x - 1}{x} \le \frac{1}{1-x} \\ & \implies \left(\lim_{x \to 0} 1 = 1\right) \le \lim_{x \to 0} \frac{e^x-1}{x} \le \left(\lim_{x \to 0} \frac{1}{1-x} = 1\right) \\ & \implies \lim_{h \to 0} \frac{e^h - 1}{h} = 1 \\ & \implies \lim_{h \to 0} e^x \cdot \frac{e^h - 1}{h} = e^x \\ & \implies \lim_{h \to 0} \frac{e^{x+h} - e^x}{h} = e^x \\ & \implies \frac{\mathrm{d}}{\mathrm{d}x}e^x = e^x \end{align}

I now need to prove $e^x \ge x+1$ while ensuring that my argument is not circular. A lot of the proofs I came across use the derivative of $e^x$ which is not ideal. There were also references to Bernoulli's inequality which has some satisfactory proofs. Nonetheless, my first idea was induction, so I wonder if this is possible over the reals. I outline my attempt below, which I'm not very certain of.

For the base case $x = 0$,$$e^0 \ge 0 + 1 \implies \lim_{x\to0}e^x \ge \lim_{x\to 0} x + 1$$ Consider $\epsilon \ge 0 \implies e^{\epsilon} \ge 1$. We now induct as follows:
$\underline{x \in \mathbb{R}_{\ge 0}}$

$$e^{\epsilon} \cdot e^x \ge e^{\epsilon}(x+1) \implies \lim_{\epsilon \to 0} e^{x + \epsilon} \ge \lim_{\epsilon \to 0} e^{\epsilon}x + \lim_{\epsilon \to 0} e^{\epsilon} \ge x + \lim_{\epsilon\to 0} \epsilon + 1 \tag{1}$$ $\underline{x \in \mathbb{R}_{< 0}}$ $$\text{Replacing} \; \epsilon \; \text{with} \; -\epsilon, \; \text{we follow the same steps as in} \; (1)$$

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bernoulli via induction (1 comment)
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You can't do induction on the real numbers because the real numbers aren't inductively defined. That said, it's not clear what you intend "induction on reals" to mean.

Before continuing, I'd like to make an aside on proof writing. First, as a matter of presentation, it's useful to make it clear what theorem you are attempting to prove and nice to actually conclude with deducing the stated theorem. Hence the traditional "Theorem: ... Proof: ... Q.E.D." structure. In your question, while it's clear that you ultimately want to prove $e^x \ge x+1$, it's not clear that this is what the boxed reasoning at the bottom is supposed conclude, nor does that reasoning actually conclude with that statement. This leads to the next, more fundamental point.

Proofs are not a series of statements but a series of steps of reasoning. In your first chain of implications, to be a proof, each of those implications should be explicitly justified by some reasoning. In practice, filling in simple steps of reasoning is often left to the reader, so your presentation of that chain of implications is fine enough (though there are definitely subtleties that your presentation glosses over, e.g. when we take the reciprocal of both sides, the resulting inequality is no longer true for all $x$). Nevertheless, you should generally be biased toward being more explicit about the steps of reasoning, especially when you are uncertain and/or those steps are more complicated or subtle. This helps you catch mistakes, helps others catch mistakes, and, ultimately, is just what a proof is.

For induction over the naturals, the relevant proof rule is $$\dfrac{P(0) \qquad \forall n.P(n) \implies P(n+1)}{\forall n.P(n)}$$ If you aren't familiar with this notation for our purposes here it can be read as "if we've proven the statements on the top, then this rule proves the statement on the bottom". Alternatively, we can present induction as an axiom schema: $(P(0) \land (\forall n.P(n) \implies P(n+1))) \implies \forall n. P(n)$.

To use induction, we need to state which formula we're substituting for $P$ at which point we need to prove the two statements $P(0)$ and $\forall n.P(n) \implies P(n+1)$. Having done that, we may conclude, via induction, that $\forall n. P(n)$ holds.

For your "real number induction", you'd need to state what the rule is, prove it itself or give reference to a proof, and then show how you are instantiating the rule and the resolve any proof obligations the rule entails.

For actually solving the problem, i.e. proving $e^x \ge x + 1$, it's useful to have a definition for $e^x$. For example, one definition would be that it is the unique function satisfying $Df = f$ and $f(0)=1$, but that's not too useful for your purposes. Another definition would be $e^x \equiv \sum_{n=0}^\infty x^n/n!$. This definition makes it relatively easy to see that $e^x \ge x + 1$. It's immediately obvious for $x \ge 0$. You can prove $e^{x+y}=e^x e^y$ directly from the power series, from which you can prove $e^{-x} = 1/e^x$ from which $e^x > 0$ follows for all $x\in \mathbb R$. That establishes $e^x \ge x + 1$ for $x \le -1$. The only remaining case is when $x\in(-1,0)$. For this range of $x$, we can simply directly show that $\sum_{n=2}^\infty x^n/n!$ (note the index starting point) is bounded below by $0$, e.g. with an induction over the partial sums.

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Appreciation, clarification(s), thoughts (6 comments)
Appreciation, clarification(s), thoughts
Carefree Explorer‭ wrote over 2 years ago · edited over 2 years ago

Thank you for the comments on proof writing; I will certainly keep them in mind. For inducting over the reals, I tried to show that $P(0)$ holds and that $\forall x \; P(x) \implies P(x \pm \lim_{\epsilon \to 0}\epsilon)$ where $P(x): e^x \ge x + 1$ and $\lim_{\epsilon \to 0}\epsilon$ represents some infinitesimal. I assume this is flawed reasoning. Additionally, I think the definition $e = \lim_{n\to\infty} \left(1 + \frac{1}{n}\right)^n$ is best as the standard proof for the Taylor series involves differentiation.

Derek Elkins‭ wrote over 2 years ago · edited over 2 years ago

$\lim_{a\to 0}a$ is just $0$. The limit of an (real) expression is either undefined or it's a real number. It's not some infinitesimal thing. So $\forall x.P(x)\implies P(x\pm\lim_{\epsilon\to 0}\epsilon)$ is just $\forall x.P(x)\implies P(x)$. You could try to do something like $\forall x.\exists\epsilon>0.P(x)\implies\forall\gamma\in(0,\epsilon).P(x\pm\gamma)$. This would essentially be saying that for every point where $P$ holds, it also holds in some open neighborhood of that point. This wouldn't work though. For example, for $P(x)\equiv x<1$ you could always choose $\epsilon=|1-x|/2$, but obviously $x<1$ doesn't hold for all $x$. If you swapped the existential and universal, you'd get a rule that was valid but would likely not be useful. In contrast, the naturals are, in a sense, defined by their induction rule. Any statement about all naturals directly or indirectly requires induction (or it doesn't depend on the fact that you are talking about natural numbers, e.g. $x=x$).

Derek Elkins‭ wrote over 2 years ago

For $e^x$, given some other definition of $e^x$, you can certainly prove that the power series definition I gave is the Taylor series. However, if you take the power series I gave as the definition, then there's no need to talk about the theory of Taylor series. You just have a power series; the fact that it is a Taylor series is immaterial. I will admit that it finesses the issue of having access to derivatives, albeit in a way that does not require introducing any differential calculus. On the other hand, just saying it's $a^x$ in the special case where $a=e$ doesn't suffice by itself. The usual way for defining $a^x$ for arbitrary real $x$ is via $e^{x\ln a}$, so that just moves the question to how $a^x$ is defined. However, you can just use $e^x=\lim_{n\to\infty}\left(1+\frac{x}{n}\right)^n$. My point was not the particular definition used but the fact that you should start from given definitions. Different definitions change what you can and need to do to avoid circularity.

Carefree Explorer‭ wrote over 2 years ago

Some insightful comments; thank you. You may want to consider moving some of it into your answer.

celtschk‭ wrote over 2 years ago

Derek Elkins‭ “The usual way for defining $a^x$ for arbitrary real $x$ is via $e^{x\ln a}$” — Is that really the usual way? The definition I know is that you start with the definition for rational $x$ and define the value for irrational $x$ through continuity. Of course then to define $e^x$ you also need to define $e$.

Skipping 1 deleted comment.

Derek Elkins‭ wrote over 2 years ago

celtschk‭ That's also a common definition according to Wikipedia, though Wikipedia seems to agree with my experience that the logarithm-based definition is more common. The logarithm-based definition seems more convenient and easier to work with. Still, the definition of $e$ and then $e^x$ via limits of rational exponents could be used. Again, my point is just to be clear about definitions.

An alternative approach that I haven't mentioned since it's not too helpful here would be to prove the statement in terms of general properties that $e^x$ supports. However, in this case if you're assuming continuity and include the exponentiation identity as one of those properties, there's very little flexibility left. In fact, you can characterize $e^x$ as the unique continuous function, $f$, satisfying $f(a+b)=f(a)f(b)$ and $f(x)\ge x+1$.